Palgrave Handbook of Econometrics 2009
DOI: 10.1057/9780230244405_3
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Introductory Remarks on Metastatistics for the Practically Minded Non-Bayesian Regression Runner

Abstract: The original author(s) of the quote are unknown. "The very model of the anonymous aphorism" Koenker (2007). 2 The number of Bayesian discussions are too numerous to list; nearly every book by a Bayesian has some discussion of metastatistics. A few books I found helpful:

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“…Non-Bayesians still occasionally dredge up Feller's quotation as a pithy reminder of the perils of philosophy unchained by empiricism (see, for example, Ryder, 1976, andDiNardo, 2008). In a recent probability text, Stirzaker (1999) reviews some familiar probability paradoxes (e.g., the Monty Hall problem) and draws the following lesson:…”
Section: The Link Between Bayes and Bogositymentioning
confidence: 99%
“…Non-Bayesians still occasionally dredge up Feller's quotation as a pithy reminder of the perils of philosophy unchained by empiricism (see, for example, Ryder, 1976, andDiNardo, 2008). In a recent probability text, Stirzaker (1999) reviews some familiar probability paradoxes (e.g., the Monty Hall problem) and draws the following lesson:…”
Section: The Link Between Bayes and Bogositymentioning
confidence: 99%